CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 1.5715 1.5670 -0.0045 -0.3% 1.5535
High 1.5777 1.5751 -0.0026 -0.2% 1.5892
Low 1.5653 1.5670 0.0017 0.1% 1.5485
Close 1.5683 1.5714 0.0031 0.2% 1.5861
Range 0.0124 0.0081 -0.0043 -34.7% 0.0407
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 27 22 -5 -18.5% 141
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.5955 1.5915 1.5759
R3 1.5874 1.5834 1.5736
R2 1.5793 1.5793 1.5729
R1 1.5753 1.5753 1.5721 1.5773
PP 1.5712 1.5712 1.5712 1.5722
S1 1.5672 1.5672 1.5707 1.5692
S2 1.5631 1.5631 1.5699
S3 1.5550 1.5591 1.5692
S4 1.5469 1.5510 1.5669
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.6967 1.6821 1.6085
R3 1.6560 1.6414 1.5973
R2 1.6153 1.6153 1.5936
R1 1.6007 1.6007 1.5898 1.6080
PP 1.5746 1.5746 1.5746 1.5783
S1 1.5600 1.5600 1.5824 1.5673
S2 1.5339 1.5339 1.5786
S3 1.4932 1.5193 1.5749
S4 1.4525 1.4786 1.5637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5890 1.5653 0.0237 1.5% 0.0088 0.6% 26% False False 23
10 1.5892 1.5453 0.0439 2.8% 0.0100 0.6% 59% False False 23
20 1.5892 1.5179 0.0713 4.5% 0.0097 0.6% 75% False False 16
40 1.5892 1.5103 0.0789 5.0% 0.0071 0.5% 77% False False 9
60 1.5892 1.4625 0.1267 8.1% 0.0051 0.3% 86% False False 9
80 1.5892 1.4625 0.1267 8.1% 0.0041 0.3% 86% False False 7
100 1.5892 1.4625 0.1267 8.1% 0.0034 0.2% 86% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6095
2.618 1.5963
1.618 1.5882
1.000 1.5832
0.618 1.5801
HIGH 1.5751
0.618 1.5720
0.500 1.5711
0.382 1.5701
LOW 1.5670
0.618 1.5620
1.000 1.5589
1.618 1.5539
2.618 1.5458
4.250 1.5326
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 1.5713 1.5722
PP 1.5712 1.5719
S1 1.5711 1.5717

These figures are updated between 7pm and 10pm EST after a trading day.

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